-5.2%
DASH vs TENB
+9.5%
-14.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.6% | +4.5% | +1.8% |
| 7D | +0.4% | -17.0% | +17.4% | +8.5% |
| 30D | -6.0% | +8.2% | -14.2% | -10.2% |
| 3M | -15.8% | +16.5% | -32.2% | -24.3% |
| 6M | +7.0% | +99.1% | -92.1% | -29.4% |
| YTD | -20.7% | +79.0% | -99.7% | -45.7% |
| 1Y | -8.5% | +53.9% | -62.4% | -32.4% |
| 3Y | +101.8% | +13.8% | +88.0% | +67.4% |
| 5Y | -9.6% | -24.4% | +14.8% | -11.0% |
| All | -5.2% | +9.5% | -14.6% | -27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TENB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling